اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدUnsupervised nonparametric detection of unknown objects in noisy images based on percolation theory
60
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We develop an unsupervised, nonparametric, and scalable statistical learning method for detection of unknown objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that allows to detect objects of unknown shapes and sizes in the presence of nonparametric noise of unknown level. The noise density is assumed to be unknown and can be very irregular. The algorithm has linear complexity and exponential accuracy and is appropriate for real-time systems. We prove strong consistency and scalability of our method in this setup with minimal assumptions.
قيم البحث
اقرأ أيضاً
We propose a novel probabilistic method for detection of objects in noisy images. The method uses results from percolation and random graph theories. We present an algorithm that allows to detect objects of unknown shapes in the presence of random no
ise. The algorithm has linear complexity and exponential accuracy and is appropriate for real-time systems. We prove results on consistency and algorithmic complexity of our procedure.
Given an inhomogeneous chain embedded in a noisy image, we consider the conditions under which such an embedded chain is detectable. Many applications, such as detecting moving objects, detecting ship wakes, can be abstracted as the detection on the
existence of chains. In this work, we provide the detection algorithm with low order of computation complexity to detect the chain and the optimal theoretical detectability regarding SNR (signal to noise ratio) under the normal distribution model. Specifically, we derive an analytical threshold that specifies what is detectable. We design a longest significant chain detection algorithm, with computation complexity in the order of $O(nlog n)$. We also prove that our proposed algorithm is asymptotically powerful, which means, as the dimension $n rightarrow infty$, the probability of false detection vanishes. We further provide some simulated examples and a real data example, which validate our theory.
The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end, nonparametric procedu
res that can be interpreted as statistical tests. The proposed monitoring schemes consist of computing the so-called retrospective CUSUM statistic (or minor variations thereof) after the arrival of each new observation. After proposing suitable threshold functions for the chosen detectors, the asymptotic validity of the procedures is investigated in the special case of monitoring for changes in the mean, both under the null hypothesis of stationarity and relevant alternatives. To carry out the sequential tests in practice, an approach based on an asymptotic regression model is used to estimate high quantiles of relevant limiting distributions. Monte Carlo experiments demonstrate the good finite-sample behavior of the proposed monitoring schemes and suggest that they are superior to existing competitors as long as changes do not occur at the very beginning of the monitoring. Extensions to statistics exhibiting an asymptotic mean-like behavior are briefly discussed. Finally, the application of the derived sequential change-point detection tests is succinctly illustrated on temperature anomaly data.
The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space. For the as
ymptotic regime with fixed time horizon and with the spatial resolution of the observations tending to zero, we provide rate-optimal estimators and establish scaling limits of the deterministic PDE and of the SPDE on growing domains. The estimators are robust to lower order perturbations of the underlying differential operator and achieve the parametric rate even in the nonparametric setup with a spatially varying coefficient. A numerical example illustrates the main results.
Suppose that particles are randomly distributed in $bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region over time.
This paper studies properties of the Smoluchowski processes and considers related statistical problems. In the first part of the paper we revisit probabilistic properties of the Smoluchowski process in a unified and principled way: explicit formulas for generating functionals and moments are derived, conditions for stationarity and Gaussian approximation are discussed, and relations to other stochastic models are highlighted. The second part deals with statistics of the Smoluchowki processes. We consider two different models of the particle displacement process: the undeviated uniform motion (when a particle moves with random constant velocity along a straight line) and the Brownian motion displacement. In the setting of the undeviated uniform motion we study the problems of estimating the mean speed and the speed distribution, while for the Brownian displacement model the problem of estimating the diffusion coefficient is considered. In all these settings we develop estimators with provable accuracy guarantees.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
